I spent 30 years in the safety business - military (flight, ground, and weapons) and civilian (OSHA, EPA). None of the OSHA rules and regulations apply in your home shop. They are a good place to go for guidance, however.
Almost every safety standard I've ever read starts with "Assess the hazard". After that, pick the appropriate level of PPE that will protect you from the identified hazard and make sure you wear it every time.
When turning pens, I have assessed that the hazard is dust and small particles. I wear my prescription safety glasses and rarely wear a face shield unless the blank looks like it may come apart and throw small chunks.
When turning small bowls, spindles, and such, I add a face shield over my prescription safety glasses because I have assessed the hazards are dust, small chips, and perhaps medium chips. I wear both because 1) I need to see what I'm doing, and 2) glasses protect your eyes and a face shield protects your face. OSHA says they are both to be worn if the hazards are present. I have a nice UVEX Bionic face shield that works nicely.
When I'm turning big bowls or any wood that looks like it may thrown chunks. I wear a police riot helmet with a steel cage and a lexan shield.
Several years ago, Lynn Yamaguchi had a bowl blank come apart explosively and she wasn't wearing her face shield. She wrote and excellent article for the AAW Journal about her experience and what it would have taken to protect her. She even ran the math on the force generated by the chunk that hit her and the protection her face shield would have provided. It probably would not have even slowed the chunk down. Shortly after that a friend of mine had a bowl blank come apart and now most of his face is titanium.
Face shields are not hard hats, they are not designed to protect you from a bowl blank coming apart explosively. Air purifying respirators are great face shields but again not protection against chunks. Lynn Yamaguchi was the source of my decision to buy a riot helmet. My friend is using a hockey mask with cage and lexan shield, too.
You are the one who is tasked with assessing the hazard in your shop and obtaining and wearing the proper PPE. I'm not saying this is what you should do, I'm just relaying what I have decided to do based on my own hazard assessment.
Steve